Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52162.44 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48022.17 Kr¶

PnL: ---------------------------------------> -909.83 Kr¶

DD now: ---------------------------------> -1.803 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 14:46:20.719006'

Anic Portfolio¶

Today¶

Return: 0.168 %¶

This Week¶

Return: -0.294 %¶

Total portfolio value¶

Return including deposits: 70.766 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 5.890000 695.800000 56.800000 8.890000 638.999984
Embracer Group B 26 2.430000 690.950000 28.950000 4.370000 661.999988
Biotage 4 0.960000 630.000000 27.000000 4.480000 603.000000
Xvivo Perfusion 3 -1.360000 870.000000 25.000000 2.960000 845.000001
Vitrolife 3 1.390000 702.000000 25.000000 3.690000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Svolder B 35 0.240000 2198.000000 19.000000 0.870000 2179.000005
Addtech B 3 0.500000 718.800000 18.800000 2.690000 699.999999
SynAct Pharma 9 0.000000 657.900000 12.900000 2.000000 645.000003
Fortnox 10 0.620000 680.600000 12.600000 1.890000 668.000000
Humana 40 3.380000 684.800000 10.800000 1.600000 674.000000
NCC B 7 0.910000 662.550000 8.550000 1.310000 653.999997
Indutrade 5 -0.490000 1322.000000 2.000000 0.150000 1320.000000
Latour B 2 -0.350000 450.400000 1.400000 0.310000 449.000000
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Volati 5 -0.170000 572.000000 -2.000000 -0.350000 574.000000
Addnode Group B 6 -1.500000 748.800000 -3.200000 -0.430000 751.999998
Nolato B 12 -0.740000 642.600000 -5.400000 -0.830000 648.000000
Sdiptech B 3 -1.160000 814.800000 -7.200000 -0.880000 822.000000
Sampo Oyj SDB 1 -0.600000 495.500000 -9.500000 -1.880000 505.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 -0.210000 647.400000 -10.600000 -1.610000 657.999999
BONESUPPORT HOLDING 10 -0.250000 1207.000000 -17.000000 -1.390000 1224.000000
Profoto Holding 7 -3.380000 560.000000 -22.000000 -3.780000 581.999999
Ambea 68 1.600000 2505.120000 -31.880000 -1.260000 2537.000032
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Lundin Gold 7 -0.460000 912.800000 -61.200000 -6.280000 973.999999
Creades A 7 -0.380000 546.700000 -64.300000 -10.520000 610.999998
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.320000 3454.400000 -90.600000 -2.560000 3545.000000
Sedana Medical 135 1.440000 4193.100000 -137.900000 -3.180000 4330.999935
New Wave B 40 0.300000 3771.200000 -144.800000 -3.700000 3916.000000
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 48022.170000 -909.830000 -1.80328% 48931.999868

Updated:¶

'2023-06-14 14:46:38.254988'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶